Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2026-01-18 0.238539 0.257336 0.277564 0.301063 0.327756 0.357311 0.392751
2026-01-25 0.209127 0.232605 0.259116 0.291592 0.330756 0.377065 0.436911
2026-02-01 0.187621 0.213208 0.243111 0.281198 0.329264 0.389139 0.471460
2026-02-08 0.173851 0.201075 0.233814 0.276921 0.333536 0.407459 0.515201
2026-02-15 0.167816 0.197460 0.234124 0.284043 0.352360 0.446158 0.592008
2026-02-22 0.159215 0.189783 0.228410 0.282386 0.358712 0.467904 0.647307
2026-03-01 0.151266 0.182278 0.222182 0.279202 0.362176 0.485339 0.698317
2026-03-08 0.143302 0.174199 0.214543 0.273255 0.360763 0.494806 0.737263
2026-03-15 0.136872 0.167745 0.208617 0.269139 0.361447 0.507277 0.783319
2026-03-22 0.134009 0.165870 0.208763 0.273658 0.375540 0.543008 0.879730
2026-03-29 0.133323 0.166862 0.212875 0.284227 0.400096 0.599842 1.033016
2026-04-05 0.128734 0.162183 0.208596 0.281645 0.402764 0.617922 1.108239
2026-04-12 0.126042 0.160196 0.208315 0.285599 0.417479 0.661901 1.260982
2026-04-19 0.120085 0.153301 0.200457 0.276978 0.409504 0.660661 1.301139
2026-04-26 0.114301 0.146431 0.192326 0.267418 0.399039 0.653085 1.322847
2026-05-03 0.110392 0.142118 0.187823 0.263482 0.398373 0.665669 1.405839
2026-05-10 0.109425 0.142024 0.189665 0.270089 0.417717 0.724034 1.651894
2026-05-17 0.106540 0.138980 0.186811 0.268560 0.421438 0.748342 1.801365
2026-05-24 0.103506 0.135597 0.183271 0.265614 0.422087 0.765613 1.935743
2026-05-31 0.100063 0.131486 0.178421 0.260104 0.417145 0.768691 2.018160
2026-06-07 0.097191 0.128144 0.174654 0.256288 0.415304 0.779252 2.138934
2026-06-14 0.096229 0.127653 0.175387 0.260478 0.430305 0.835606 2.506658
2026-06-21 0.096467 0.128988 0.179096 0.270269 0.458275 0.933776 3.205979